Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84460.218 | 41025.8518 | 43434.3662 | 101038.0611 | 44388.0777 | 56649.9834 |
Total P&L (%) | 84.4602 | 41.0259 | 43.4344 | 101.0381 | 44.3881 | 56.65 |
Avg Daily Profit (%) | 0.3243 | 0.1575 | 0.1668 | 0.2685 | 0.1412 | 0.1725 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40193 | -40640 | -6379 | -54346 | -55112 | -8752 |
Profit Factor | 1.7498 | 1.4649 | 2.78 | 1.6549 | 1.3596 | 2.8366 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 63.5294 | 61.9048 | 65.1163 | 63.5294 | 61.9048 | 65.1163 |
Ratio Avg Win / Avg Loss | 1.0045 | 0.9015 | 1.4893 | 0.95 | 0.8367 | 1.5196 |
Largest Winning Trade | 26283 | 26283 | 9766 | 35340 | 35340 | 11208 |
Largest Losing Trade | -24665 | -24665 | -6379 | -36409 | -36409 | -8752 |
Avg Bars in Trades | 270 | 489 | 56 | 270 | 489 | 56 |
Avg Bars in Winners | 191 | 333 | 58 | 191 | 333 | 58 |
Avg Bars in Losers | 408 | 744 | 50 | 408 | 744 | 50 |
Bars Traded | 22985 | 20574 | 2411 | 22985 | 20574 | 2411 |
Profit Streak | 15.1554 | 23.322 | 15.1554 | 15.1554 | 23.322 | 15.1554 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461705 | 223501 | 389321 | 377939 | -5995 | 471980 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|